V-Lab: S&P GSCI Industrial Metals Spot Index MF2-GARCH Volatility Analysis

V-Lab

S&P GSCI Industrial Metals Spot Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, April 18th, 2025:2.28% (-3.91%)

Analysis last updated: Friday, April 18, 2025 at 12:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	1.0000	9,999,900.00
$β$	0.0000	100.00
$γ$	0.0000	0.00
$λ_{1}$	0.9313	33.40
$λ_{2}$	0.2490	26.80
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other S&P GSCI Industrial Metals Spot Index Analyses
GARCH
GJR-GARCH
EGARCH
AGARCH
GAS-GARCH Student T